基于区域房价的空间自回归模型平均

文丽,卢灿昭

系统科学与数学 ›› 2018, Vol. 38 ›› Issue (7) : 830-840.

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系统科学与数学 ›› 2018, Vol. 38 ›› Issue (7) : 830-840. DOI: 10.12341/jssms13421
论文

基于区域房价的空间自回归模型平均

    文丽1,卢灿昭2
作者信息 +

Spatial Autoregressive Model Averaging Based on Regional Housing Prices

    WEN Li1 ,LU Canzhao2
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文章历史 +

摘要

文章是基于模型平均的方法对我国重点省会城市月度房价数据的空间自回归模型的拓展研究. 通过一定的宏观经济解释变量和房价数据, 构建区域房价的空间自回归模型, 并在基于MMA准则的模型平均框架下, 将不同的候选模型组合进行房价预测. 对比经典空间自回归模型的预测, 基于模型平均的MMA, SAIC和SBIC的预测有更高的精确度和更好的稳定性.

Abstract

This article is based on the model averaging method, and extends the spatial autoregressive model of the monthly housing prices data of cities in China. A spatial autoregressive model was established by certain macroeconomic explanatory variables and housing prices data. Different candidate models were combined to predict housing prices under the model averaging of MMA criterion. Compared with the prediction of classical spatial autoregressive model, the model averaging predictions of MMA, SAIC and SBIC are more accurate and more stable.

关键词

模型平均 / 区域房价 / 空间自回归模型.

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文丽 , 卢灿昭. 基于区域房价的空间自回归模型平均. 系统科学与数学, 2018, 38(7): 830-840. https://doi.org/10.12341/jssms13421
WEN Li , LU Canzhao. Spatial Autoregressive Model Averaging Based on Regional Housing Prices. Journal of Systems Science and Mathematical Sciences, 2018, 38(7): 830-840 https://doi.org/10.12341/jssms13421
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